Man, I know I talk about Lake a lot, but people really don't give Jesse enough credit.
They're two sides of the same coin, and although both of their character arcs center around self-worth and identity, their stories address the subject in different ways.
Lake's arc is more outright and literal about the struggle for self-worth and identity. They know who they are while the world continuously tries to shut them down. But Jesse's arc is all about him learning to advocate for himself. He's learning to recognize his own self-worth, and that is realized through him standing up for Lake.
One of the things that Jesse needs to learn is that you can't care about others without caring about yourself.
He doesn't NOT care about Nate. He cares about him very much, and he cares about a lot of things—except himself. Because he has low self-worth, he sees his own thoughts, emotions, opinions, and actions as having no value. It doesn't matter if he wants to go to that out-of-state championship. Other people want him to specialize in the butterfly stroke and stay behind, and he doesn't think he matters as much as other people.
If your actions have no value, then why act at all? Honouring your own self-worth enables you to stand up for other people, which Jesse doesn't do when he records his little brother being pushed down that hill. When Nate looks up to him, asking for support and protection, Jesse is suddenly put into a position where he very much matters. Where his thoughts, emotions, opinions, and actions very much have value, and where all eyes are on him. That is the moment where caring for himself intersects with his ability to care for others.
Caring about yourself is a part of a larger network of care. By respecting your own value as a person, it enables you to see how that value can be used to impact the world around you. When you get accustomed to placing yourself in the background of everyone else's lives, you make it easier for yourself to unintentionally be the water in the tidal waves of other people's harm.
It's not that Jesse comes second to Lake in the show, or that he's just the side-character. He's the deuteragonist. Helping Lake defend their own self-worth and identity is an avenue for him to realize his own. As I said, they are two sides of the same coin, and that's what I love about their relationship; they uplift each other because they both find fulfilment in the other's individual growth.
Throughout their time on the train, Jesse is constantly being put in situations where he absolutely needs to stand up for Lake. These situations are all so narratively similar to the incident with his brother, with the most notable and obvious being what happens with the Apex. These situations force Jesse to see how he's not just the side character in everyone else's lives, but is an active influence in the world around him, especially the lives of other people—people he cares about. This is a testament to his inherent worth as a person.
Lake reaches the end of their character arc knowing that they have someone who sees and supports them for who they are on a level that is tried and true, and that arc is synonymous with Jesse's because he gets off the train finally recognizing his own value after playing such a big part in defending Lake and seeing how important he is to them.
Jesse goes back on the train for Lake because he knows he can help them. He matters. He matters in such a crucial and meaningful way, and he wouldn't choose to go back for them if he didn't recognize that within himself. When he gets his exit a second time, Lake is right there with him and so is his brother, and they are the two people who prove to him that his words and actions have value, that he is his own person who deserves to live his own life just as undeniably as everyone else.
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